The thing is, Moshe was not a Don Juan type. If he had been a Don Juan type, he would have seen his current sexual situation as a conquest. He would have seen two girls at once as a sexual victory. But Moshe did not see it this way. And I can understand this. I am not a Don Juan type either.
Moshe was moral. He loved Nana. He loved her virtuously. And this virtuous love meant that he could not really enjoy it, the menage a trois.
In the glam film Cabaret, there is a fraught conversation between Sally and Brian, the original girlfriend and boyfriend. Brian shouts, 'Oh screw Maximilian!' to which Sally replies, 'I do.' Then Brian, after a little pause, quietly says, 'So do I.'